Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1744663.7166 | 1608606.9019 | 136056.8148 | 146176091.8537 | 112868136.9807 | 33307954.8731 |
Total P&L (%) | 1744.6637 | 1608.6069 | 136.0568 | 146176.0919 | 112868.137 | 33307.9549 |
Avg Daily Profit (%) | 0.7698 | 0.7097 | 0.06 | 0.3221 | 0.3106 | 0.2567 |
Buy And Hold Return (%) | 9441.3358 | 9441.3358 | 9441.3358 | 9441.3358 | 9441.3358 | 9441.3358 |
Max Trade Drawdown | -73883 | -43488 | -91048 | -31276206 | -26096746 | -35388314 |
Profit Factor | 4.7259 | 9.1157 | 1.5038 | 2.182 | 3.2838 | 1.4486 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 52.7273 | 52.7273 | 52.7273 | 52.7273 | 52.7273 | 52.7273 |
Ratio Avg Win / Avg Loss | 4.237 | 8.1727 | 1.3483 | 1.9563 | 2.9441 | 1.2988 |
Largest Winning Trade | 558243 | 558243 | 44880 | 74715273 | 74715273 | 41964751 |
Largest Losing Trade | -56050 | -19349 | -56050 | -30789670 | -14441064 | -30789670 |
Avg Bars in Trades | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Winners | 56 | 52 | 60 | 56 | 52 | 60 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 4362 | 2049 | 2313 | 4362 | 2049 | 2313 |
Profit Streak | 0 | 109.4013 | 0 | 0 | 109.4013 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144630 | -323598 | -456917 | 499628 | -163482 | -172828 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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